+59.7%
ILMN vs TAP
-48.8%
+108.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -9.8% | -4.5% | -5.3% | -9.1% |
| 30D | -22.7% | +7.5% | -30.2% | -24.1% |
| 3M | +12.1% | -4.9% | +16.9% | +12.5% |
| 6M | +51.5% | -3.5% | +55.0% | +51.1% |
| YTD | +63.9% | -11.4% | +75.3% | +65.5% |
| 1Y | +76.6% | -10.8% | +87.4% | +77.9% |
| 3Y | +124.6% | -24.5% | +149.1% | +133.1% |
| 5Y | -42.7% | +2.5% | -45.2% | -44.6% |
| 10Y | +59.7% | -47.6% | +107.2% | +68.3% |
| All | +59.7% | -48.8% | +108.5% | +68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling